ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-150 |
129-010 |
0-180 |
0.4% |
127-305 |
| High |
128-255 |
129-195 |
0-260 |
0.6% |
129-195 |
| Low |
128-125 |
128-265 |
0-140 |
0.3% |
127-305 |
| Close |
128-130 |
128-305 |
0-175 |
0.4% |
128-305 |
| Range |
0-130 |
0-250 |
0-120 |
92.3% |
1-210 |
| ATR |
0-137 |
0-155 |
0-018 |
12.9% |
0-000 |
| Volume |
62 |
353 |
291 |
469.4% |
617 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-152 |
130-318 |
129-123 |
|
| R3 |
130-222 |
130-068 |
129-054 |
|
| R2 |
129-292 |
129-292 |
129-031 |
|
| R1 |
129-138 |
129-138 |
129-008 |
129-090 |
| PP |
129-042 |
129-042 |
129-042 |
129-017 |
| S1 |
128-208 |
128-208 |
128-282 |
128-160 |
| S2 |
128-112 |
128-112 |
128-259 |
|
| S3 |
127-182 |
127-278 |
128-236 |
|
| S4 |
126-252 |
127-028 |
128-167 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-258 |
133-012 |
129-277 |
|
| R3 |
132-048 |
131-122 |
129-131 |
|
| R2 |
130-158 |
130-158 |
129-082 |
|
| R1 |
129-232 |
129-232 |
129-034 |
130-035 |
| PP |
128-268 |
128-268 |
128-268 |
129-010 |
| S1 |
128-022 |
128-022 |
128-256 |
128-145 |
| S2 |
127-058 |
127-058 |
128-208 |
|
| S3 |
125-168 |
126-132 |
128-159 |
|
| S4 |
123-278 |
124-242 |
128-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-195 |
127-305 |
1-210 |
1.3% |
0-130 |
0.3% |
60% |
True |
False |
123 |
| 10 |
129-195 |
126-290 |
2-225 |
2.1% |
0-075 |
0.2% |
76% |
True |
False |
61 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-038 |
0.1% |
82% |
True |
False |
30 |
| 40 |
129-195 |
125-255 |
3-260 |
3.0% |
0-019 |
0.0% |
83% |
True |
False |
15 |
| 60 |
129-195 |
124-075 |
5-120 |
4.2% |
0-013 |
0.0% |
88% |
True |
False |
10 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-009 |
0.0% |
89% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-298 |
|
2.618 |
131-210 |
|
1.618 |
130-280 |
|
1.000 |
130-125 |
|
0.618 |
130-030 |
|
HIGH |
129-195 |
|
0.618 |
129-100 |
|
0.500 |
129-070 |
|
0.382 |
129-040 |
|
LOW |
128-265 |
|
0.618 |
128-110 |
|
1.000 |
128-015 |
|
1.618 |
127-180 |
|
2.618 |
126-250 |
|
4.250 |
125-162 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-070 |
128-290 |
| PP |
129-042 |
128-275 |
| S1 |
129-013 |
128-260 |
|